Open-Loop Stackelberg LQ Difference Games with Coupled-Affine Inequality Constraints: An Exact OCP--LCS/LCQP Reformulation

RESUMO

In this letter, we study finite-horizon linear-quadratic Stackelberg difference games with coupled-affine state-control inequality constraints. Under the stated assumptions, we show that generalized open-loop Stackelberg equilibria admit an exact reformulation as an optimal control problem subject to a discrete-time linear complementarity system. Eliminating the dynamic variables yields a large-scale linear complementarity quadratic program, together with an explicit recovery map for the follower strategy. This reformulation enables the numerical computation of these equilibria. We illustrate the proposed approach using a constrained network-flow game.